Volatility Strategies

Lupus alpha Pitches VRP In Low-Rate Market

Jul 17, 2019

​Lupus alpha, a German asset manager with EUR11.5 billion in assets under management, is touting a strategy that sells listed options and delta hedges the directional exposure to collect risk premia. The strategy works appeals because it generates returns for investors with long-term investment goals, amid the current environment of low rates, according to the asset manager.

Restricted content

You must be a subscriber to view this page. Either sign in or see below on how to request a trial.